Mount Lucas Management LP — Q1 2021 13F 持股

Name: Mount Lucas Management LP — 13F Holdings, Q1 2021
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

申报总市值

US$2.7亿

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本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	KSS	Kohls CORP	股票-周期性消费	5.87%	—	+10.83%
2	IVZ	Invesco Ltd.	股票-金融	4.36%	—	+11.15%
3	MGM	Mgm Resorts International	股票-周期性消费	4.32%	—	+10.41%
4	ALK	Alaska Air Group INC	股票-工业	3.80%	—	+10.39%
5	SHY	Ishares 1-3 Year Treasury Bo	ETF-政府公债	3.55%	+1.11%	-30.77%
6	PFG	Principal Financial Group	股票-金融	3.27%	+0.33%	NEW
7	AIG	American International Group	股票-金融	3.25%	—	+11.14%
8	UNM	Unum Group	股票-金融	3.06%	—	+11.68%
9	HPE	Hewlett Packard Enterprise	股票-科技	2.74%	—	+11.32%
10	VLO	Valero Energy CORP	股票-能源	2.28%	—	+12.08%
11	CVS	Cvs Health CORP	股票-医疗保健	1.93%	—	+11.14%
12	REM	Ishares Mortgage Real Estate	ETF-其他	1.78%	-0.69%	-43.01%
13	BKLN	Invesco Senior Loan ETF	ETF-其他	1.68%	—	+0.03%
14	CWB	Ss Spdr Bb Conv Sec ETF	ETF-其他	1.61%	—	-10.11%
15	MS	Morgan Stanley	股票-金融	1.49%	—	+10.94%
16	CI	THE Cigna Group	股票-医疗保健	1.36%	—	+10.84%
17	LEN	Lennar Corp-a	股票-周期性消费	1.30%	—	+10.74%
18	VYM	Vanguard High Dvd Yield ETF	ETF-其他	1.30%	—	-2.35%
19	DWX	State Street Spdr S&p Intern	ETF-其他	1.28%	—	+2.09%
20	PBP	Invesco S&p 500 Buywrite ETF	ETF-大型股与成长	1.27%	—	+1.58%
21	DHI	Dr Horton INC	股票-周期性消费	1.21%	—	+10.70%
22	ALL	Allstate CORP	股票-金融	1.21%	—	+11.18%
23	EMHY	Ishares J.p. Morgan Em High	ETF-其他	1.20%	—	+4.99%
24	TGT	Target CORP	股票-周期性消费	1.19%	—	+10.82%
25	PHM	Pultegroup INC	股票-周期性消费	1.17%	—	+10.73%
26	DVA	Davita INC	股票-医疗保健	1.15%	—	+10.40%
27	EBAY	Ebay INC	股票-周期性消费	1.15%	—	+10.73%
28	UNH	Unitedhealth Group INC	股票-医疗保健	1.13%	—	+10.78%
29	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-投资级公司债	1.13%	—	+0.05%
30	JNK	Ss Spdr Bb High Yield Bond	ETF-非投资级债	1.13%	—	+0.29%
31	GHYG	Ishares Us&intl High Yield C	ETF-非投资级债	1.12%	—	-0.23%
32	WHR	Whirlpool CORP	股票-周期性消费	1.10%	—	+11.12%
33	EMB	Ishares Jp Morgan Usd Emergi	ETF-其他	1.09%	—	-2.04%
34	KR	Kroger Co	股票-非周期性消费	1.04%	—	+11.00%
35	MAS	Masco CORP	股票-工业	1.02%	—	+10.66%
36	PGR	Progressive CORP	股票-金融	1.01%	-0.48%	+15.70%
37	CNC	Centene CORP	股票-医疗保健	1.01%	—	+10.37%
38	CAG	Conagra Brands INC	股票-非周期性消费	0.99%	—	+11.24%
39	HUM	Humana INC	股票-医疗保健	0.97%	—	+10.54%
40	DGX	Quest Diagnostics INC	股票-医疗保健	0.96%	—	+10.90%
41	BBY	Best Buy Co INC	股票-周期性消费	0.95%	—	+11.08%
42	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	0.94%	—	-73.89%
43	NEM	Newmont CORP	股票-原材料	0.93%	—	+11.50%
44	VNQ	Vanguard Real Estate ETF	ETF-其他	0.88%	—	-3.01%
45	PFF	Ishares Preferred & Income S	ETF-其他	0.87%	—	+1.77%
46	VNQI	Vanguard Glbl Ex-us Real Est	ETF-其他	0.86%	—	-3.15%
47	IPFFEUR	Ishares International Prefer	ETF-其他	0.85%	—	+5.40%
48	AMZN	Amazon.com INC	股票-周期性消费	0.77%	—	+72.30%
49	A	Agilent Technologies INC	股票-医疗保健	0.57%	—	+10.53%
50	MNST	Monster Beverage CORP	股票-非周期性消费	0.54%	+0.60%	NEW

1–50 of 111

本季持股变动

Mount Lucas Management LP 于截至 Q1 2021 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	KSS	Kohls CORP	+3.3%	+10.83%	加仓
2	IVZ	Invesco Ltd.	+2.4%	+11.15%	加仓
3	MGM	Mgm Resorts International	+2%	+10.41%	加仓
4	ALK	Alaska Air Group INC	+2%	+10.39%	加仓
5	AIG	American International Group	+1.5%	+11.14%	加仓
6	PFG	Principal Financial Group	+1.5%	+11.51%	加仓
7	UNM	Unum Group	+1.5%	+11.68%	加仓
8	HPE	Hewlett Packard Enterprise	+1.4%	+11.32%	加仓
9	VLO	Valero Energy CORP	+1.1%	+12.08%	加仓
10	SHY	Ishares 1-3 Year Treasury Bo	-0.1%	-30.77%	减仓
11	REM	Ishares Mortgage Real Estate	-0.2%	-43.01%	减仓
12	THD	Ishares Msci Thailand ETF	-0.3%	-70.01%	减仓
13	FXI	Ishares China Large-cap ETF	-0.3%	-70.53%	减仓
14	EWW	Ishares Msci Mexico ETF	-0.3%	-69.19%	减仓
15	EZA	Ishares Msci South Africa Et	-0.3%	-72.25%	减仓
16	EWM	Ishares Msci Malaysia ETF	-0.3%	-68.15%	减仓
17	ECH	Ishares Msci Chile ETF	-0.4%	-73.38%	减仓
18	EWT	Ishares Msci Taiwan ETF	-0.4%	-74.07%	减仓
19	GREK	Global X Msci Greece ETF	-0.4%	-71.05%	减仓
20	EPHE	Ishares Msci Philippines ETF	-0.4%	-68.22%	减仓
21	EPU	Ishares Msci Peru And Global	-0.4%	-71.93%	减仓
22	EWZ	Ishares Msci Brazil ETF	-0.4%	-67.51%	减仓
23	EPOL	Ishares Msci Poland ETF	-0.4%	-70.80%	减仓
24	INDA	Ishares Msci India ETF	-0.4%	-72.25%	减仓
25	EIDO	Ishares Msci Indonesia ETF	-0.4%	-70.48%	减仓
26	EWY	Ishares Msci South Korea ETF	-0.4%	-73.07%	减仓
27	TUR	Ishares Msci Turkey ETF	-0.5%	-76.46%	减仓
28	EWD	Ishares Msci Sweden ETF	-0.6%	-95.79%	减仓
29	EWQ	Ishares Msci France ETF	-0.7%	-95.63%	减仓
30	EWP	Ishares Msci Spain ETF	-0.7%	-95.54%	减仓
31	EWL	Ishares Msci Switzerland ETF	-0.7%	-95.50%	减仓
32	EWU	Ishares Msci United Kingdom	-0.7%	-95.79%	减仓
33	EWG	Ishares Msci Germany ETF	-0.7%	-95.63%	减仓
34	EWI	Ishares Msci Italy ETF	-0.7%	-95.67%	减仓
35	EWN	Ishares Msci Netherlands ETF	-0.7%	-95.97%	减仓
36	XLE	Ss Energy Select Sector	-1.6%	-89.10%	减仓
37	XLI	Ss Industrial Select Sector	-1.6%	-86.67%	减仓
38	XLU	St Sr Utl Sl Se Spdr Etf-usd	-1.6%	-73.89%	减仓
39	XLP	Ss Consumer Staples Sel Sect	-1.6%	-85.52%	减仓
40	XLRE	Ss Real Estate Select Sector	-1.6%	-86.59%	减仓
41	XLB	Ss Materials Select Sector	-1.6%	-86.75%	减仓
42	XLY	Ss Consumer Disc Select Sect	-1.6%	-86.60%	减仓
43	XLC	Ss Comm Select Sector Spdr	-1.6%	-87.45%	减仓
44	XLV	Ss Health Care Select Sector	-1.6%	-86.62%	减仓
45	XLF	Ss Financial Select Sector	-1.7%	-88.15%	减仓
46	XLK	Ss Technology Select Sector	-1.7%	-87.03%	减仓
47	JPM	JP Morgan Exchange Traded Fund	-1.9%	-95.70%	减仓
48	✓		—	EXIT	清仓
49	VGK	Vanguard Ftse Europe ETF	—	EXIT	清仓
50	KRE	Ss Spdr S&p Regional Bank	—	EXIT	清仓